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A Practical Example for the Non-linear Bayesian Filtering of Model Parameters - MaRDI portal

A Practical Example for the Non-linear Bayesian Filtering of Model Parameters (Q5141298)

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scientific article; zbMATH DE number 7287511
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A Practical Example for the Non-linear Bayesian Filtering of Model Parameters
scientific article; zbMATH DE number 7287511

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    A Practical Example for the Non-linear Bayesian Filtering of Model Parameters (English)
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    18 December 2020
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    nonlinear Bayesian filtering
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    model parameters
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    time-dependent model
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    particle-based filters
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    sequential importance sampling
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    sequential Monte Carlo
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